def test_mulfix():
tot = xa.mulfix(status=statb, totmoney=5000)
tot.v_positions()
tot.v_positions_history("2017-01-01")
assert round(tot.combsummary("2018-08-04").iloc[0]["投资收益率"], 1) == 1.0
eva = tot.evaluation()
assert round(eva.correlation_table(end="2018-07-30").iloc[2, 4],
3) == 0.095
def test_mul():
with pytest.raises(Exception) as excinfo:
cm_m = xa.mulfix(cm_t, totmoney=200)
assert str(excinfo.value) == "You cannot sell first when you never buy"
with pytest.raises(Exception) as excinfo:
cm_m = xa.mulfix(cm_t, totmoney=300)
assert str(excinfo.value) == "the initial total cash is too low"
cm_m = xa.mulfix(cm_t, totmoney=500)
cm_m.bcmkset(xa.indexinfo("1399971"), start="2016-09-28")
assert round(cm_m.xirrrate("2018-07-29"), 3) == -0.129
assert round(cm_m.sharpe("2018-07-30"), 3) == -1.734
cm_m.v_netvalue(benchmark=False)
assert round(cm_m.total_return("2018-07-01"), 3) == -0.209
assert round(cm_m.benchmark_volatility("2018-07-22"), 3) == 0.192
assert round(cm_m.max_drawdown("2018-08-01")[2], 2) == -0.24
cm_m.v_tradevolume()
def test_mulfix():
tot = xa.mulfix(cm_t, status=statb, totmoney=5000)
tot.v_positions()
tot.v_positions_history("2017-01-01")
assert round(tot.summary("2018-08-04").iloc[0]["投资收益率"], 1) == 1.0
assert round(tot.xirrrate(date="2020-01-01", startdate="2018-05-01"), 2) == 0.04
eva = tot.evaluation()
assert round(eva.correlation_table(end="2018-07-30").iloc[0, 3], 3) == 0.095
def test_mulfix():
tot = xa.mulfix(status=statb, totmoney=5000)
assert tot.v_positions().options['legend'][0]['data'][1] == '富国中证红利指数增强'
assert tot.v_positions_history(
'2017-01-01').options['legend'][0]['data'][-1] == '货币基金'
assert round(tot.combsummary('2018-08-04').iloc[0]['投资收益率'], 1) == 1.0
eva = tot.evaluation()
assert round(eva.correlation_table(end='2018-07-30').iloc[2, 4],
3) == 0.095
def test_policy_buyandhold():
allin = xa.policy.buyandhold(cm, "2015-06-01")
cm_t2 = xa.trade(cm, allin.status)
cm_m2 = xa.mulfix(cm_t2)
cm_m2.bcmkset(xa.indexinfo("1399971"))
assert round(cm_m2.correlation_coefficient("2018-07-01"), 3) == 0.980
assert round(cm_m2.information_ratio("2016-07-01"), 3) == -0.385
allin.sellout("2018-06-01")
cm_t2 = xa.trade(cm, allin.status)
assert round(cm_t2.xirrrate("2019-08-12", guess=-0.9), 2) == -0.33
def test_record_list():
tot = xa.mulfix(status=statl, totmoney=50000, **ioconf)
assert round(tot.combsummary("2019-05-04").iloc[0]["投资收益率"], 1) == 10.6
def test_imulfix():
c = xa.mulfix(status=orc, istatus=ir, totmoney=100000, **ioconf)
c.summary()
c.v_category_positions("2020-04-08")
c.get_stock_holdings()
c.get_portfolio(date="20200501")
